+100.5%
GD vs VTR
+92.3%
+8.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | +8.6% | +5.5% | +3.1% | +7.2% |
| 3M | -7.1% | -0.9% | -6.1% | -7.0% |
| 6M | +7.5% | -0.4% | +7.9% | +7.1% |
| YTD | +9.9% | +17.0% | -7.1% | +5.3% |
| 1Y | +7.6% | +18.0% | -10.4% | +2.8% |
| 3Y | +56.2% | +127.4% | -71.2% | +26.8% |
| All | +100.5% | +92.3% | +8.3% | +67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded VTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling